NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 21-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
70.45 |
69.75 |
-0.70 |
-1.0% |
68.56 |
High |
70.76 |
71.08 |
0.32 |
0.5% |
71.08 |
Low |
69.63 |
69.37 |
-0.26 |
-0.4% |
68.06 |
Close |
69.88 |
70.06 |
0.18 |
0.3% |
70.06 |
Range |
1.13 |
1.71 |
0.58 |
51.3% |
3.02 |
ATR |
1.42 |
1.44 |
0.02 |
1.5% |
0.00 |
Volume |
72,835 |
175,362 |
102,527 |
140.8% |
384,399 |
|
Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.30 |
74.39 |
71.00 |
|
R3 |
73.59 |
72.68 |
70.53 |
|
R2 |
71.88 |
71.88 |
70.37 |
|
R1 |
70.97 |
70.97 |
70.22 |
71.43 |
PP |
70.17 |
70.17 |
70.17 |
70.40 |
S1 |
69.26 |
69.26 |
69.90 |
69.72 |
S2 |
68.46 |
68.46 |
69.75 |
|
S3 |
66.75 |
67.55 |
69.59 |
|
S4 |
65.04 |
65.84 |
69.12 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.79 |
77.45 |
71.72 |
|
R3 |
75.77 |
74.43 |
70.89 |
|
R2 |
72.75 |
72.75 |
70.61 |
|
R1 |
71.41 |
71.41 |
70.34 |
72.08 |
PP |
69.73 |
69.73 |
69.73 |
70.07 |
S1 |
68.39 |
68.39 |
69.78 |
69.06 |
S2 |
66.71 |
66.71 |
69.51 |
|
S3 |
63.69 |
65.37 |
69.23 |
|
S4 |
60.67 |
62.35 |
68.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.08 |
68.06 |
3.02 |
4.3% |
1.46 |
2.1% |
66% |
True |
False |
76,879 |
10 |
71.08 |
66.94 |
4.14 |
5.9% |
1.55 |
2.2% |
75% |
True |
False |
65,770 |
20 |
71.08 |
66.30 |
4.78 |
6.8% |
1.35 |
1.9% |
79% |
True |
False |
46,786 |
40 |
71.08 |
63.28 |
7.80 |
11.1% |
1.35 |
1.9% |
87% |
True |
False |
34,753 |
60 |
71.08 |
63.28 |
7.80 |
11.1% |
1.39 |
2.0% |
87% |
True |
False |
32,958 |
80 |
71.08 |
62.16 |
8.92 |
12.7% |
1.38 |
2.0% |
89% |
True |
False |
30,796 |
100 |
71.08 |
62.16 |
8.92 |
12.7% |
1.34 |
1.9% |
89% |
True |
False |
27,591 |
120 |
71.08 |
59.34 |
11.74 |
16.8% |
1.30 |
1.9% |
91% |
True |
False |
24,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.35 |
2.618 |
75.56 |
1.618 |
73.85 |
1.000 |
72.79 |
0.618 |
72.14 |
HIGH |
71.08 |
0.618 |
70.43 |
0.500 |
70.23 |
0.382 |
70.02 |
LOW |
69.37 |
0.618 |
68.31 |
1.000 |
67.66 |
1.618 |
66.60 |
2.618 |
64.89 |
4.250 |
62.10 |
|
|
Fisher Pivots for day following 21-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
70.23 |
70.05 |
PP |
70.17 |
70.04 |
S1 |
70.12 |
70.04 |
|